Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[49]) |
37 | 18746 | - | - | - | - | - | - | - |
38 | 19009 | - | - | - | - | - | - | - |
39 | 19211 | - | - | - | - | - | - | - |
40 | 20547 | - | - | - | - | - | - | - |
41 | 19325 | - | - | - | - | - | - | - |
42 | 20605 | - | - | - | - | - | - | - |
43 | 20056 | - | - | - | - | - | - | - |
44 | 16141 | - | - | - | - | - | - | - |
45 | 20359 | - | - | - | - | - | - | - |
46 | 19711 | - | - | - | - | - | - | - |
47 | 15638 | - | - | - | - | - | - | - |
48 | 14384 | - | - | - | - | - | - | - |
49 | 13855 | - | - | - | - | - | - | - |
50 | 14308 | 13612.442 | 11472.943 | 15751.9411 | 0.262 | 0.4121 | 0 | 0.4121 |
51 | 15290 | 13615.0908 | 11299.4955 | 15930.686 | 0.0781 | 0.2788 | 0 | 0.4195 |
52 | 14423 | 13315.7536 | 10434.1444 | 16197.3627 | 0.2257 | 0.0897 | 0 | 0.3569 |
53 | 13779 | 11919.4027 | 8156.1055 | 15682.6999 | 0.1664 | 0.0961 | 1e-04 | 0.1567 |
54 | 15686 | 12480.7136 | 8265.2201 | 16696.2072 | 0.0681 | 0.273 | 1e-04 | 0.2614 |
55 | 14733 | 10845.8258 | 5865.7949 | 15825.8568 | 0.063 | 0.0284 | 1e-04 | 0.1181 |
56 | 12522 | 6720.1285 | 1009.7824 | 12430.4746 | 0.0232 | 0.003 | 6e-04 | 0.0072 |
57 | 16189 | 10756.8632 | 4429.5001 | 17084.2262 | 0.0462 | 0.2923 | 0.0015 | 0.1686 |
58 | 16059 | 8963.1417 | 1871.9186 | 16054.3648 | 0.0249 | 0.0229 | 0.0015 | 0.0882 |
59 | 16007 | 4892.2825 | -2889.4141 | 12673.9791 | 0.0026 | 0.0025 | 0.0034 | 0.012 |
60 | 15806 | 3257.2085 | -5202.2791 | 11716.6961 | 0.0018 | 0.0016 | 0.005 | 0.007 |
61 | 15160 | 2036.6329 | -7146.5895 | 11219.8553 | 0.0025 | 0.0016 | 0.0058 | 0.0058 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0802 | 0.0511 | 0 | 483800.8675 | 0 | 0 |
51 | 0.0868 | 0.123 | 0.0871 | 2805320.893 | 1644560.8803 | 1282.4043 |
52 | 0.1104 | 0.0832 | 0.0858 | 1225994.6955 | 1505038.8187 | 1226.8002 |
53 | 0.1611 | 0.156 | 0.1033 | 3458101.9861 | 1993304.6105 | 1411.8444 |
54 | 0.1723 | 0.2568 | 0.134 | 10273860.6925 | 3649415.8269 | 1910.3444 |
55 | 0.2343 | 0.3584 | 0.1714 | 15110123.0137 | 5559533.6914 | 2357.8663 |
56 | 0.4335 | 0.8634 | 0.2703 | 33661712.8879 | 9574130.7195 | 3094.2092 |
57 | 0.3001 | 0.505 | 0.2996 | 29508110.6534 | 12065878.2112 | 3473.5973 |
58 | 0.4036 | 0.7917 | 0.3543 | 50351204.9351 | 16319803.4027 | 4039.7776 |
59 | 0.8115 | 2.2719 | 0.546 | 123536945.1609 | 27041517.5786 | 5200.1459 |
60 | 1.3251 | 3.8526 | 0.8466 | 157472167.2654 | 38898849.3683 | 6236.8942 |
61 | 2.3005 | 6.4437 | 1.3131 | 172222764.7296 | 50009175.6484 | 7071.7166 |